Citadel, Jane Street, Hudson River, Susquehanna, Two Sigma and Virtu filled half their retail orders close to mid-price, while for the entire market 5%...
Hudson River Trading (HRT) and Susquehanna (SIG) kept improving their share weighted-execution-quality edge in September as US equity volumes and retail price improvement covered...
December’s Rule 605 data shows market makers are making diverging degrees of effort to improve metrics that directly impact the amount of flows they...